As Robert Hall mentioned I live in Scottsdale and it's only about 106 degrees today. If you are going to be out in the sun you better get heavy duty sun tan lotion - I see a lot of visitors with really bad sunburns. You might check out the Phoenix Art Museum - they usually have a good photography exhibit that comes from the Center for Creative Photography. Another great place to visit in Tucson is the Center for Creative Photography - about a 2 hour drive from Scottsdale.
You have to go north to get a little relief from the heat and even Sedona is mid 80's to mid 90's, that's why I mentioned those two places.